+55.0%
XOP vs IDXX
+360.5%
-305.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.6% | -5.7% | +8.4% | +3.9% |
| 30D | +9.6% | -11.5% | +21.1% | +12.5% |
| 3M | +20.4% | -9.5% | +29.9% | +22.5% |
| 6M | +19.9% | -16.0% | +35.9% | +23.5% |
| YTD | +56.4% | -25.4% | +81.8% | +65.4% |
| 1Y | +52.4% | -21.8% | +74.2% | +58.5% |
| 3Y | +39.9% | +7.0% | +32.8% | +29.4% |
| 5Y | +163.7% | -26.0% | +189.7% | +162.0% |
| All | +55.0% | +360.5% | -305.5% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IDXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling